Strategy Tester Report
R Factor EA
ICMarketsSC-Live10 (Build 1330)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2003.05.19 10:00 - 2021.04.28 10:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test448436Ticks modelled360750197Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit663.29Gross profit2013.93Gross loss-1350.64
Profit factor1.49Expected payoff0.13
Absolute drawdown2.18Maximal drawdown61.04 (0.59%)Relative drawdown0.59% (61.04)
Total trades4981Short positions (won %)2645 (75.88%)Long positions (won %)2336 (73.76%)
Profit trades (% of total)3730 (74.88%)Loss trades (% of total)1251 (25.12%)
Largestprofit trade5.78loss trade-8.88
Averageprofit trade0.54loss trade-1.08
Maximumconsecutive wins (profit in money)34 (16.53)consecutive losses (loss in money)5 (-19.23)
Maximalconsecutive profit (count of wins)21.82 (13)consecutive loss (count of losses)-19.23 (5)
Averageconsecutive wins4consecutive losses1